這裏有個Markov例子. Simons 提到過,不知道是不是這個

來源: 2024-04-08 18:11:28 [舊帖] [給我悄悄話] 本文已被閱讀:

https://www.mathworks.com/help/finance/machine-learning-for-statistical-arbitrage-ii-feature-engineering-model-development.html